Originally conceived as a floating symbol of American ideals at a time when the United States was emerging as a world power, Columbia is dispatched to distant shores with great fanfare by a captivated public. What begins as a brand new endeavor of hope turns drastically wrong as the city soon disappears into the clouds to whereabouts unknown.

The player assumes the role of former Pinkerton agent Booker DeWitt, sent to the lost city to rescue Elizabeth, a young woman imprisoned there since childhood. He develops a relationship with Elizabeth, augmenting his abilities with hers so the pair may escape from a city that is literally falling from the sky. DeWitt must learn to fight foes in high-speed Sky-Line battles, engage in combat both indoors and amongst the clouds, and harness the power of dozens of new weapons and abilities.